\begin{tabular}{l*{9}{c}}
\hline\hline
                &\multicolumn{1}{c}{(1)}&\multicolumn{1}{c}{(2)}&\multicolumn{1}{c}{(3)}&\multicolumn{1}{c}{(4)}&\multicolumn{1}{c}{(5)}&\multicolumn{1}{c}{(6)}&\multicolumn{1}{c}{(7)}&\multicolumn{1}{c}{(8)}&\multicolumn{1}{c}{(9)}\\
                &\multicolumn{1}{c}{US}&\multicolumn{1}{c}{Sov}&\multicolumn{1}{c}{FX}&\multicolumn{1}{c}{SmallOpt}&\multicolumn{1}{c}{FwdArb}&\multicolumn{1}{c}{CDS}&\multicolumn{1}{c}{FF6}&\multicolumn{1}{c}{SmallCmNew}&\multicolumn{1}{c}{1-8}\\
\hline
Market          &       1.180&      -0.103&       2.184&       1.704&       1.472&       1.021&       0.929&       0.987&       1.096\\
                &     (0.779)&     (0.773)&     (0.868)&     (0.985)&     (3.184)&     (0.908)&     (0.555)&     (1.083)&     (0.535)\\
[1em]
HKM Factor      &      -1.717&       1.966&       4.743&       1.674&       3.914&       2.255&       2.511&      -0.756&       0.547\\
                &     (1.378)&     (2.546)&     (2.266)&     (5.864)&     (11.21)&     (3.246)&     (1.250)&     (1.009)&     (1.808)\\
[1em]
Intercepts      &         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes\\
\hline
MAPE (%/mo.)    &       0.031&       0.041&       0.055&       0.087&       0.017&       0.042&       0.125&       0.143&            \\
H1 p-value      &       0.501&       0.329&       0.082&       0.298&       0.803&       0.699&       0.615&       0.776&       0.420\\
KZ p-value      &       0.000&       0.305&       0.663&       0.278&       0.345&       0.025&       0.000&       0.007&       0.000\\
N (assets)      &          11&           6&          11&          12&          13&           5&           6&           6&          70\\
N (beta, mos.)  &         388&         312&         446&         300&         126&         198&         612&         359&            \\
N (mean, mos.)  &         388&         312&         446&         300&         126&         198&        1133&         359&            \\
Converged       &           1&           1&           1&           1&           1&           1&           1&           1&           1\\
\hline\hline
\multicolumn{10}{l}{\footnotesize Standard errors in parentheses}\\
\end{tabular}
